Francesca Primavera

Publications and Preprints

• Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models (with C. Cuchiero  and S. Svaluto-Ferro), Finance and Stochastics (29), 2025. [ArXiv, Article]

• Holomorphic jump-diffusions (with C. Cuchiero  and S. Svaluto-Ferro), Stochastic Processes and their Applications 191, 2026. [ArXiv, Article]

• Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths (with C. Cuchiero  and X. Guo), Preprint, 2025. [ArXiv]

Awards

• International Bézout Labex scholarship, The Bézout Labex, September 2019,  Bézout Labex Master's Scholarship

• Financial support for attending the workshop ”Junior female researchers in probability” held in Berlin, October 2021, Junior Female Researchers in Probability 2021.

• SIAM Activity Group on Financial Mathematics and Engineering Conference Paper Prize, July 2025, SIAM News Blog.

Co-Organization of Workshops

• Organization of a tutorial on ”Signature Methods in Finance” at the 5th ACM International Conference on AI in Finance (ICAIF’24), November 2024, New York, US, Signature Tutorial ICAIF24.

• Organization of the mini-symposium on ”Path-dependent and Signature-based Financial Modeling” for the SIAM Conference on Financial Mathematics and Engineering (FM25), July 2025, Miami, US.

Talks

• 6th Berlin Workshop for Young Researchers on Mathematical Finance, Lévy type signature models, Berlin (online), Germany, August 2021, Contributed talk

• German Probability and Statistics Days Mannheim, Lévy type signature models, Mannheim (online), Germany, September 2021, Contributed talk

• Junior female researchers in probability, Lévy type signature models, Berlin, Germany, October, 2021, Contributed talk

• Vienna Seminar in Mathematical Finance and Probability, Universal approximation theorem for Marcus signature of càdlàg paths and Lévy type signature models, Vienna, Austria, October 2021, Contributed talk

• Ph.D. seminar ”Doc in Progress”, Universal approximation theorem for functionals of càdlàg paths and Lévy type signature models, Trento, Italy, December 2021, Invited speaker

• XXII Workshop on Quantitative Finance, Universal approximation theorems for continuous functions of càdlàg paths and Lévy type signature models, Rome, Italy, April 2022, Contributed talk

• 11th World Congresses of the Bachelier Finance Society, Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, Hong Kong (online), China, June 2022, Contributed talk

•  DataSig Seminar, Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, Oxford (online), United Kingdom, September 2022, Invited speaker

• 2nd Edition of the School Machine Learning of Dynamic Processes and Time Series Analysis, Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, Pisa, Italy, November 2022, Contributed talk

• UC Berkeley Research Seminar, Universal approximation theorems for continuous functions of càdlàg paths and signature-based models with jumps, Berkeley (online), US, December 2022, Invited speaker

• 17th Annual Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis, Signature SDEs with jumps, Berlin, Germany, April 2023, Contributed talk

• SIAM Conference on Financial Mathematics and Engineering, Signature SDEs with jumps and their connections with polynomial processes, Philadelphia, US, June 2023, Invited speaker, organized session

• 7th International Conference Mathematics in Finance 2023, Signature SDEs with jumps, Kruger National Park, South Africa, July 2023, Contributed talk

• 10th International Congress on Industrial and Applied Mathematics, Signature SDEs with jumps and their tractability properties, Tokyo, Japan, August 2023, Invited speaker, organized session

• 16th Colloquium Bachelier on Financial Mathematics and Stochastic Calculus, Itô’s formula for non-anticipatve functionals of càdlàg rough paths, Métabief, France, January 2024, Contributed talk

• Workshop ”Recent developments in Rough Paths”, Universal approximation theorem for continuous functions of càdlàg paths and Lévy-type signature models, Oslo, Norway, March 2024, Invited speaker

• Vienna-Paris Mathematical Finance Research Meeting, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Paris, France, March 2024, Contributed talk

• Probability and Finance Seminar at the University of Padua, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Padua, Italy, June 2024, Invited speaker

• 4th Italian Meeting on Probability and Mathematical Statistics, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Rome, Italy, June 2024, Invited speaker, organized session

• 12th Bachelier World Congress 2024, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Rio de Janeiro, Brazil, July 2024, Contributed talk

• Oberwolfach Workshop : Directions in Rough Analysis, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Oberwolfach, Germany, November 2024, Invited speaker

• Modern Methods in Applied Stochastics and Nonparametric Statistics Seminar, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Berlin (online), Germany, January 2025, Invited speaker

• DataSig Seminar, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, London (online), United Kingdom, May 2025, Invited speaker

• Signatures in 1 and 2 Dimensions, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Oslo, Norway, June 2025, Invited speaker

• 12th General AMaMeF Conference, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Verona, Italy, June 2025, Invited speaker

• SIAM Conference on Financial Mathematics and Engineering, Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths, Miami, US, July 2025, Invited speaker, organized session